Solving symmetric indefinite systems in an interior-point method for linear programming
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Publication:1321659
DOI10.1007/BF01585158zbMath0802.90069MaRDI QIDQ1321659
Sanjay Mehrotra, Robert Fourer
Publication date: 21 December 1994
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Related Items (20)
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number ⋮ Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming ⋮ Detecting ``dense columns in interior point methods for linear programs ⋮ A QMR-based interior-point algorithm for solving linear programs ⋮ An empirical evaluation of walk-and-round heuristics for mixed integer linear programs ⋮ A general parametric analysis approach and its implication to sensitivity analysis in interior point methods ⋮ Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ Newton Like Line Search Method Using q-Calculus ⋮ An interior-point trust-funnel algorithm for nonlinear optimization ⋮ Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method ⋮ On free variables in interior point methods ⋮ Computational experience with a modified potential reduction algorithm for linear programming ⋮ The augmented system variant of IPMs in two-stage stochastic linear programming computation ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ The role of the augmented system in interior point methods ⋮ Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization ⋮ LOQO:an interior point code for quadratic programming ⋮ Finding an interior point in the optimal face of linear programs ⋮ Solving symmetric indefinite systems in an interior-point method for linear programming
Uses Software
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